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Related papers: Data-Driven Predictive Control for Stochastic Desc…

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A properly designed controller can help improve the quality of experimental measurements or force a dynamical system to follow a completely new time-evolution path. Recent developments in deep reinforcement learning have made steep advances…

Statistical Mechanics · Physics 2025-02-26 Ruslan Mukhamadiarov

This paper presents an algorithm to apply nonlinear control design approaches in the case of stochastic systems with partial state observation. Deterministic nonlinear control approaches are formulated under the assumption of full state…

Systems and Control · Electrical Eng. & Systems 2023-09-19 Mohammad S. Ramadan , Mohammad Alsuwaidan , Ahmed Atallah , Sylvia Herbert

Data-driven control based on the fundamental lemma by Willems et al. is frequently considered for deterministic LTI systems subject to measurement noise. However, besides measurement noise, stochastic disturbances might also directly affect…

Systems and Control · Electrical Eng. & Systems 2023-08-14 Guanru Pan , Ruchuan Ou , Timm Faulwasser

We propose a robust data-driven output feedback control algorithm that explicitly incorporates inherent finite-sample model estimate uncertainties into the control design. The algorithm has three components: (1) a subspace identification…

Systems and Control · Electrical Eng. & Systems 2022-05-12 Benjamin Gravell , Iman Shames , Tyler Summers

Based on the extension of the behavioral theory and the Fundamental Lemma for Linear Parameter-Varying (LPV) systems, this paper introduces a Data-driven Predictive Control (DPC) scheme capable to ensure reference tracking and satisfaction…

Systems and Control · Electrical Eng. & Systems 2022-01-25 Chris Verhoek , Hossam S. Abbas , Roland Tóth , Sofie Haesaert

We consider the problem of data-driven predictive control for an unknown discrete-time linear time-periodic (LTP) system of known period. Our proposed strategy generalizes both Data-enabled Predictive Control (DeePC) and Subspace Predictive…

Systems and Control · Electrical Eng. & Systems 2022-09-13 Ruiqi Li , John W. Simpson-Porco , Stephen L. Smith

The paper investigates data-driven output-feedback predictive control of linear systems subject to stochastic disturbances. The scheme relies on the recursive solution of a suitable data-driven reformulation of a stochastic Optimal Control…

Systems and Control · Electrical Eng. & Systems 2022-12-16 Guanru Pan , Ruchuan Ou , Timm Faulwasser

Data-enabled predictive control (DeePC) has emerged as a powerful technique to control complex systems without the need for extensive modeling efforts. However, relying solely on offline collected data trajectories to represent the system…

Systems and Control · Electrical Eng. & Systems 2025-08-06 Sebastian Zieglmeier , Mathias Hudoba de Badyn , Narada D. Warakagoda , Thomas R. Krogstad , Paal Engelstad

The goal of this paper is to solve a class of stochastic optimal control problems numerically, in which the state process is governed by an It\^o type stochastic differential equation with control process entering both in the drift and the…

Optimization and Control · Mathematics 2020-06-05 Richard Archibald , Feng Bao , Jiongmin Yong , Tao Zhou

Distributed model predictive control methods for uncertain systems often suffer from considerable conservatism and can tolerate only small uncertainties due to the use of robust formulations that are amenable to distributed design and…

Systems and Control · Electrical Eng. & Systems 2022-03-03 Simon Muntwiler , Kim P. Wabersich , Lukas Hewing , Melanie N. Zeilinger

This work provides a framework for data-driven control of discrete time systems with unknown input-output dynamics and outputs controllable by the inputs. This framework leads to stable and robust real-time control of the system such that a…

Systems and Control · Electrical Eng. & Systems 2021-04-02 Amit K. Sanyal

We study the problem of finite-time constrained optimal control of unknown stochastic linear time-invariant systems, which is the key ingredient of a predictive control algorithm -- albeit typically having access to a model. We propose a…

Optimization and Control · Mathematics 2021-07-22 Jeremy Coulson , John Lygeros , Florian Dörfler

This paper studies the stochastic optimal control problem for systems with unknown dynamics. A novel decoupled data based control (D2C) approach is proposed, which solves the problem in a decoupled "open loop-closed loop" fashion that is…

Systems and Control · Computer Science 2018-09-11 Dan Yu , Mohammandhussen Rafieisakhaei , Suman Chakravorty

Optimal control of stochastic nonlinear dynamical systems is a major challenge in the domain of robot learning. Given the intractability of the global control problem, state-of-the-art algorithms focus on approximate sequential optimization…

Machine Learning · Computer Science 2020-04-23 Joe Watson , Hany Abdulsamad , Jan Peters

Objective. Precise control of neural systems is essential to experimental investigations of how the brain controls behavior and holds the potential for therapeutic manipulations to correct aberrant network states. Model predictive control,…

Neurons and Cognition · Quantitative Biology 2024-08-06 Christof Fehrman , C. Daniel Meliza

This paper proposes a fully data-driven approach for optimal control of nonlinear control-affine systems represented by a stochastic diffusion. The focus is on the scenario where both the nonlinear dynamics and stage cost functions are…

Optimization and Control · Mathematics 2025-11-03 Nicolas Hoischen , Petar Bevanda , Stefan Sosnowski , Sandra Hirche , Boris Houska

The problem of synthesizing stochastic explicit model predictive control policies is known to be quickly intractable even for systems of modest complexity when using classical control-theoretic methods. To address this challenge, we present…

Machine Learning · Computer Science 2022-05-24 Ján Drgoňa , Sayak Mukherjee , Aaron Tuor , Mahantesh Halappanavar , Draguna Vrabie

In this paper, we study a data-enabled predictive control (DeePC) algorithm applied to unknown stochastic linear time-invariant systems. The algorithm uses noise-corrupted input/output data to predict future trajectories and compute optimal…

Optimization and Control · Mathematics 2019-11-04 Jeremy Coulson , John Lygeros , Florian Dörfler

This paper develops a data-driven safe control framework for linear systems possessing a known strict-feedback structure, but with most plant parameters, external disturbances, and input delay being unknown. By leveraging Koopman operator…

Systems and Control · Electrical Eng. & Systems 2026-02-10 Zhenxu Zhao , Ji Wang , Weiyao Lan

We consider the problem of data-driven stochastic optimal control of an unknown LTI dynamical system. Assuming the process noise is normally distributed, we pose the problem of steering the state's mean and covariance to a target normal…

Systems and Control · Electrical Eng. & Systems 2026-02-09 Joshua Pilipovsky , Panagiotis Tsiotras